ﻻ يوجد ملخص باللغة العربية
To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed projection-based algorithms. In fact, our continuous-time algorithm well inherits good capabilities of mirror descent approaches to rapidly compute explicit solutions to the problems with some specific constraint structures. Moreover, we rigorously prove the convergence of our algorithm, along with the boundedness of the trajectory and the accuracy of the solution.
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the block-coordi
In this paper, we investigate the non-asymptotic stationary convergence behavior of Stochastic Mirror Descent (SMD) for nonconvex optimization. We focus on a general class of nonconvex nonsmooth stochastic optimization problems, in which the objectiv
We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problems curvature together with a variant o
This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by an unknown
In this paper, we consider an accelerated method for solving nonconvex and nonsmooth minimization problems. We propose a Bregman Proximal Gradient algorithm with extrapolation(BPGe). This algorithm extends and accelerates the Bregman Proximal Gradien